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Waste Connections, Inc. WCN

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Market datapartial · fetched 2026-10-22T14:50:18.440Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:49:51.921468334Z

FundamentalsAlpha Vantage · unavailable

Share price$181.46
1D+1.4%
$176$178$179$180$1825:30 AM6:30 AM9:00 AM1:00 PMWCN
Sold putSold call

Waste Connections, Inc. options

Live interpolated WCN call and put midpoint premiums by absolute delta.Waste Connections, Inc.$0.75$5.34$9.93$14.51$19.10$143.87$159.32$174.77$190.23$205.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WCN spot · $181.46WCN PRICE$1.25$1.64$2.09$2.55$3.00$3.65$4.32$4.98$5.65$6.32$6.98$7.65$8.48$1.71$2.43$3.15$3.62$4.01$4.79$5.92$7.06$8.43$9.92$11.67$13.96$17.78
PutsExpensive1.34×
CallsCheap0.59×
SkewBearish+7.99 pp
Implied moveBearish±$10.24
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.4422.1%6.7%170.9727.6%6.7%
25Δ190.2322.1%5.7%172.8029.1%6.1%
30Δ188.5021.8%5.0%174.6330.6%5.5%
35Δ186.8321.5%4.4%176.7529.0%4.6%
40Δ185.1721.3%3.7%178.9526.5%3.6%
45Δ183.7521.3%3.3%180.9325.9%2.9%
50Δ182.3621.4%2.9%182.6926.9%2.6%
55Δ180.9721.5%2.5%184.4627.9%2.2%
60Δ179.6321.3%2.1%186.4828.5%1.9%
65Δ178.4020.4%1.8%188.6029.0%1.5%
70Δ177.1619.6%1.5%190.9629.7%1.2%
75Δ175.9218.7%1.2%193.7830.6%0.9%
80Δ174.5917.9%0.9%198.0433.3%0.7%

20Δ

Calls
Pseudo strike
192.44
IV
22.1%
B/E move
6.7%
Puts
Pseudo strike
170.97
IV
27.6%
B/E move
6.7%

25Δ

Calls
Pseudo strike
190.23
IV
22.1%
B/E move
5.7%
Puts
Pseudo strike
172.80
IV
29.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
188.50
IV
21.8%
B/E move
5.0%
Puts
Pseudo strike
174.63
IV
30.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
186.83
IV
21.5%
B/E move
4.4%
Puts
Pseudo strike
176.75
IV
29.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
185.17
IV
21.3%
B/E move
3.7%
Puts
Pseudo strike
178.95
IV
26.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
183.75
IV
21.3%
B/E move
3.3%
Puts
Pseudo strike
180.93
IV
25.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
182.36
IV
21.4%
B/E move
2.9%
Puts
Pseudo strike
182.69
IV
26.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
180.97
IV
21.5%
B/E move
2.5%
Puts
Pseudo strike
184.46
IV
27.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
179.63
IV
21.3%
B/E move
2.1%
Puts
Pseudo strike
186.48
IV
28.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
178.40
IV
20.4%
B/E move
1.8%
Puts
Pseudo strike
188.60
IV
29.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
177.16
IV
19.6%
B/E move
1.5%
Puts
Pseudo strike
190.96
IV
29.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
175.92
IV
18.7%
B/E move
1.2%
Puts
Pseudo strike
193.78
IV
30.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
174.59
IV
17.9%
B/E move
0.9%
Puts
Pseudo strike
198.04
IV
33.3%
B/E move
0.7%

Options history

No recorded observations